Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47889.11 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46494.21 Kr¶

PnL: ---------------------------------------> -394.36 Kr¶

DD now: ---------------------------------> -1.523 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 14:29:45.114255'

Anic Portfolio¶

Today¶

Return: 0.372 %¶

This Week¶

Return: 0.748 %¶

Total¶

Return: 56.777 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.370000 2859.500000 223.500000 8.480000 2636.000010
Beijer Electronics Group 26 0.000000 3104.400000 133.400000 4.490000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.090000 433.600000 78.600000 22.140000 355.000000
Corem Property Group B 59 -1.780000 650.770000 73.770000 12.790000 576.999999
Boozt 12 -0.140000 1704.000000 50.000000 3.020000 1653.999996
HMS Networks 2 0.060000 720.000000 47.000000 6.980000 673.000000
SAAB B 8 0.660000 3416.800000 39.800000 1.180000 3377.000000
OEM International B 7 0.250000 557.200000 29.200000 5.530000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.510000 549.000000 22.000000 4.170000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.000000 546.800000 14.800000 2.780000 532.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 2.720000 556.800000 13.800000 2.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.550000 258.240000 12.240000 4.980000 246.000000
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
AcadeMedia 12 0.640000 564.240000 7.240000 1.300000 557.000004
Resurs Holding 22 -0.040000 578.380000 4.380000 0.760000 573.999998
Swedbank A 3 1.640000 568.200000 4.200000 0.740000 564.000000
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Securitas B 6 0.380000 571.560000 1.560000 0.270000 570.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Nordea Bank Abp 29 0.130000 3453.900000 -0.100000 0.000000 3453.999992
Handelsbanken A 5 0.180000 545.000000 -1.000000 -0.180000 546.000000
Essity B 2 -1.380000 572.000000 -2.000000 -0.350000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 -1.510000 574.560000 -8.440000 -1.450000 582.999984
CTEK 13 0.400000 524.940000 -9.060000 -1.700000 533.999999
International Petroleum Corp. 5 2.490000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.430000 1535.400000 -128.600000 -7.730000 1663.999992
Axfood 13 0.400000 3602.300000 -153.700000 -4.090000 3756.000001
Ovzon 52 1.770000 2990.000000 -372.000000 -11.060000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46494.210000 -394.360000 -1.5233% 46888.564618

Updated:¶

'2023-01-18 14:29:57.848042'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶